+39.7%
HPQ vs CLX
-36.6%
+76.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.2% |
| 7D | +2.2% | -4.9% | +7.2% | +2.9% |
| 30D | +9.7% | -15.8% | +25.6% | +12.3% |
| 3M | +32.7% | -7.9% | +40.7% | +34.0% |
| 6M | +77.7% | -19.0% | +96.8% | +82.6% |
| YTD | +51.0% | -7.9% | +58.9% | +51.6% |
| 1Y | +18.4% | -25.4% | +43.8% | +22.9% |
| 3Y | +25.6% | -35.0% | +60.6% | +32.0% |
| All | +39.7% | -36.6% | +76.3% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling